Fernando B. Saldanha, Ph.D.
Dr. Fernando B. Saldanha has over 30 years of experience in international economics and financial services and development. He specializes in financial product design, portfolio modeling and management, trading model development, econometrics and risk management. Dr. Saldanha has taught economics at the University of Arizona and at Paris and Rio de Janeiro.
Dr. Saldanha is working with the Rock Creek Group to develop an ETF-based hedge fund replication fund. Prior to his work at Rock Creek, he was Foreign Exchange Strategist for the Flow of Funds Group at Tudor Investment Corporation in Greenwich, CT. There, he successfully built a flow of funds model for G7 countries that identifies supply-demand imbalances that move foreign exchange markets. And before that, he was Emerging Markets Specialist and Portfolio Manager for the Global Fixed Income Group at Lord, Abbett & Co., New York.
Prior to that, Dr. Saldanha spent 10 years at the World Bank in Washington, DC. In his latest position, he was Senior Financial Officer for the Asset & Liability Management and Derivatives Group in the Treasury Finance Department. Dr. Saldanha was responsible for financial product design and portfolio management while at the World Bank. He also developed several trading models.
Dr. Saldanha holds a Ph.D., Economics from the Massachusetts Institute of Technology (MIT) and a B.S., Economics from Pontifícia Universidade Católica do Rio de Janeiro.